Thomas Neidhart created MATH-1079:
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Summary: Performance improvements for the SimplexSolver
Key: MATH-1079
URL: https://issues.apache.org/jira/browse/MATH-1079
Project: Commons Math
Issue Type: Improvement
Reporter: Thomas Neidhart
Tests with various larger models in mps format from netlib.org have shown that
there is a lot of room for improvements for the SimplexSolver.
Currently, the tableau is stored in a RealMatrix, and each access to an entry
uses the getEntry / setEntry methods which always does bounds checking. This is
inefficient and unnecessary as we know that we access the matrix within bounds.
Suggest to access the internal array directly for various operations. The
walkInXXX method of RealMatrix can not always be used for this purpose.
Also the getBasicRow() method can be a bottle-neck as it always needs to
analyze the whole tableau to determine the row in which a variable is basic. It
would be better to keep track of which variables are basic in which row.
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